DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF $5,000,000) OPEN INTEREST: 66,176
COMMITMENTS
825 13,573 2,211 63,040 50,232 66,076 66,016 100 160
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,154)
-342 1,758 -913 -11,999 -13,979 -13,254 -13,134 100 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 20.5 3.3 95.3 75.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 9 5 15 20 21 30
Updated May 9, 2014